-73.8%
JBLU vs VFC
-69.1%
-4.7%
-85.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VFC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.4% | -4.1% | -2.1% |
| 7D | -5.0% | -1.4% | -3.6% | -4.3% |
| 30D | -23.9% | -9.0% | -14.9% | -20.0% |
| 3M | -11.6% | -24.2% | +12.5% | +1.6% |
| 6M | -0.2% | -18.5% | +18.3% | +10.2% |
| YTD | -3.3% | -25.9% | +22.6% | +11.5% |
| 1Y | -15.4% | -13.0% | -2.4% | -11.6% |
| 3Y | -14.7% | -20.3% | +5.6% | -23.8% |
| 5Y | -70.0% | -78.1% | +8.1% | -38.3% |
| All | -73.8% | -69.1% | -4.7% | -58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VFC.
Daily Out/Under-Performance
Portfolio return minus VFC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VFC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded VFC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling